Mathematical Finance

This is a ungraduate/graduate level course being offered at Indiana University by the Math Department. I took this course on Spring 2015 with Prof. Chris Connell. The textbook we used was An Elementary Introduction to Mathematical Finance by Ross. This is an ok book but at times a bit confusing. The following is a compilation of my solutions to assignments given in class, note that all assignments and quizzes are from the book.

Assignments

• Assignment 1 (with solutions)
• Assignment 2 (with solutions)
• Assignment 3 (with solutions)
• Assignment 4 (with solutions)
• Assignment 5 (with solutions)
• Assignment 6 (with solutions)
• Assignment 7 (with solutions)
• Assignment 8 (with solutions)
• Assignment 9 (with solutions)

Quizzes

• Quiz 1 (with solutions)
• Quiz 2 (with solutions)
• Quiz 3 (with solutions)
• Quiz 4 (with solutions)
• Quiz 5 (with solutions)
• Quiz 6 (with solutions)
• Quiz 7 (with solutions)
• Quiz 8 (with solutions)
• Quiz 9 (with solutions)

Exams

• Exam 1 (with solutions)
• Exam 2 (with solutions)

Resources

• Study Guide 1
• Study Guide 2
• American Put Option Pricing (code by Prof. Connell)
• Notes on Ito's lemma
• Random Variable Algebra (from Prof. Kurt Bryan's website)

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